Any of the high end ones you have looked at come with ceramic coated insides?
I remember that being a huge deal a few years back, kept a TON of heat out of the engine bay, but it seems like the idea kind of died out. Perhaps only because I was looking at "lower priced" headers.
I can say, that putting headers on my new motor before it was fully broken in (did start with manifolds, just didn't wait long enough) the effects of ceramic coating on the inside was DRAMATIC. I thought when I first got the Hedman Elites that they were coated on the inside, but that was just leftover from the coating process, and had gone in maybe 3-4" at each port.
In any case, the headers were glowing cherry red after a few minutes of running, but the red hot portion ended right where that overspray was on every cylinder. (so closest to the exhaust port, no red) No hint of heat there whatsoever. If and when I have to replace these headers, I'm going to try to find some that are coated inside, or find out if I can have them coated inside. This will also help with the O2 sensor and not having potential problems with needing a heated one.